+77.9%
NLY vs VICR
+1,679.8%
-1,601.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -1.7% |
| 7D | -4.0% | +5.0% | -9.0% | -4.6% |
| 30D | -5.2% | -12.5% | +7.2% | -4.2% |
| 3M | +2.8% | -33.6% | +36.4% | +6.0% |
| 6M | +4.2% | +10.7% | -6.5% | -0.6% |
| YTD | +4.7% | +80.6% | -75.9% | -6.6% |
| 1Y | +12.7% | +288.4% | -275.6% | -9.4% |
| 3Y | +62.5% | +213.8% | -151.2% | +27.5% |
| 5Y | +26.3% | +58.8% | -32.5% | +1.7% |
| All | +77.9% | +1,679.8% | -1,601.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling